PORTFOLIO RHO-PRESENTATIVITY (Q5207490)
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scientific article; zbMATH DE number 7147021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO RHO-PRESENTATIVITY |
scientific article; zbMATH DE number 7147021 |
Statements
PORTFOLIO RHO-PRESENTATIVITY (English)
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2 January 2020
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portfolio construction
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correlation optimization
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constraints
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representative portfolios
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diversification
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maximally rho-presentative portfolios
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optimized portfolio stability
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long-only eigenvalues
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